Is this the best Microsoft C# DOTNET and C based API for numeric bases time series analysis modelling with charting?
This was sent from my London based quant friend:
http://www.roguewave.com/DesktopModules/Bring2mind/DMX/Download.aspx?entryid=530&command=core_download&PortalId=0&TabId=607
http://www.roguewave.com/products/imsl-numerical-libraries/.net-library.aspx
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Other options from my Youtube subscriber so thanks to him:
The main 3 math libraries are NAG (nag is the most popular), IMSL and GSL.
Here is the nag toolbox for .net:
http://www.nag.com/numeric/DT/DTdescription.asp
NAG also has a toolbox for matlab.
http://www.nag.com/numeric/MB/start.asp
GSL is open-source and doesn’t have native c# support, although someone developed a c# wrapper for it:
https://code.google.com/p/gsldotnet/
Supposedly, you can also use pinvoke to call the DLLs.
GNU MP big number library, which is used for large number computations is not a joke. Mathematica, Maple and Matlab all incorporate the code (it is LGPL licensed) into their programs.
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